Hugo van Putten

Flex Capital BV

Waterkers 14

Krimpen Aan Den Ijssel

Holland, 2925 TJ

Netherlands

SCHOLARLY PAPERS

2

DOWNLOADS
Rank 6,654

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Top 6,654

in Total Papers Downloads

9,312

SSRN CITATIONS

0

CROSSREF CITATIONS

10

Scholarly Papers (2)

1.

Generalized Momentum and Flexible Asset Allocation (FAA): An Heuristic Approach

Number of pages: 19 Posted: 25 Dec 2012 Last Revised: 16 Jan 2015
Wouter J. Keller and Hugo van Putten
VU University Amsterdam and Flex Capital BV
Downloads 7,472 (1,221)
Citation 7

Abstract:

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Tactical Asset Allocation, momentum, trendfollowing

2.

Tactical MPT and Momentum: The Modern Asset Allocation (MAA)

Number of pages: 47 Posted: 31 Dec 2013
Wouter J. Keller and Hugo van Putten
VU University Amsterdam and Flex Capital BV
Downloads 1,840 (12,756)
Citation 4

Abstract:

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Tactical Asset Allocation, Momentum, Markowitz, Elton, MPT, mean variance, minimum variance, Sharpe, EW, SIM